+139.5%
ES vs FIVN
+253.7%
-114.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -17.6% | +14.7% | -2.1% |
| 7D | +1.9% | -22.6% | +24.5% | +3.0% |
| 30D | +7.1% | -16.8% | +23.8% | +7.8% |
| 3M | -1.9% | -0.9% | -1.1% | -2.3% |
| 6M | +4.4% | +28.4% | -24.1% | +2.4% |
| YTD | +7.3% | +40.2% | -32.9% | +4.2% |
| 1Y | +2.1% | +30.5% | -28.4% | -0.5% |
| 3Y | +41.8% | -56.2% | +98.1% | +44.8% |
| 5Y | +1.4% | -81.0% | +82.4% | +5.8% |
| 10Y | +86.8% | +105.3% | -18.5% | +75.6% |
| All | +139.5% | +253.7% | -114.2% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling